The Confederate Service records show him in Company A, 2nd (Woodward's) Kentucky Cavalry. It Shows him on the records as enlisted on Jan 22, 1863 and on time periods Dec 31st, 1862 through Feb 10th, 1863 (Present); Feb 10th - March 1st, 1863 (Present); July & August 1863 (Deserted); Sept & Oct 1863 (Deserted); Nov & Dec 1863 (Deserted).
Do a search on Woodward's Cavalry regiments done by Greg Biggs on this forum - it will outline his commands and time periods as such.
Also - although his name is Kellow - his records indicate some variations including: Keloe, Kellor, and Kello - so some of your roadblocks may have come from the mispelling. The other roadblock will come from Woodward himself, who rarely, if ever filled out reports or summarizations of his actions.